A note on asymptotic inference for FIGARCH(p,d,q) models
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Publication:647181
DOI10.4310/SII.2011.V4.N2.A16MaRDI QIDQ647181FDOQ647181
Authors: Ngai Hang Chan, Chi Tim Ng 
Publication date: 1 December 2011
Published in: Statistics and Its Interface (Search for Journal in Brave)
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Economic time series analysis (91B84)
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